Package: fabPrediction 1.0.4

Elizabeth Bersson

fabPrediction: Compute FAB (Frequentist and Bayes) Conformal Prediction Intervals

Computes and plots prediction intervals for numerical data or prediction sets for categorical data using prior information. Empirical Bayes procedures to estimate the prior information from multi-group data are included. See, e.g.,Bersson and Hoff (2022) <arxiv:2204.08122> "Optimal Conformal Prediction for Small Areas".

Authors:Elizabeth Bersson [aut, cre, cph]

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fabPrediction.pdf |fabPrediction.html
fabPrediction/json (API)
NEWS

# Install 'fabPrediction' in R:
install.packages('fabPrediction', repos = c('https://betsybersson.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/betsybersson/fabprediction/issues

Datasets:
  • W - Minnesota County Adjacency Matrix
  • radon - Minnesota Radon Data

On CRAN:

Conda:

4.00 score 2 scripts 154 downloads 17 exports 14 dependencies

Last updated 12 months agofrom:31cbcd68f3. Checks:1 OK, 8 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 22 2025
R-4.5-winNOTEMar 22 2025
R-4.5-macNOTEMar 22 2025
R-4.5-linuxNOTEMar 22 2025
R-4.4-winNOTEMar 22 2025
R-4.4-macNOTEMar 22 2025
R-4.4-linuxNOTEMar 22 2025
R-4.3-winNOTEMar 22 2025
R-4.3-macNOTEMar 22 2025

Exports:bayesMultinomialPredictionbayesNormalPredictiondtaPredictioneyefabCategoricalPredictionfabContinuousPredictionfayHerriotEBinitMoMnormalPredictionpluginValuespolyaGradientpolyaHessianpolyaMLEpredictionIntervalpredictionSetrdirichletrow_standardize

Dependencies:bootlatticelme4MASSMatrixminqanlmenloptrrbibutilsRcppRcppEigenRdpackreformulassae

Using the fabPrediction Package to obtain Nonparametric Prediction Regions Using Indirect Information

Rendered fromfabPrediction-vignette.Rmdusingknitr::rmarkdownon Mar 22 2025.

Last update: 2024-03-20
Started: 2023-03-27